-50.3%
DOCS vs CRL
-21.9%
-28.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.0% |
| 30D | +21.8% | +10.7% | +11.2% | +16.6% |
| 3M | +27.3% | +55.3% | -28.0% | +4.6% |
| 6M | -0.3% | +60.7% | -61.0% | -20.2% |
| YTD | -40.5% | +44.6% | -85.1% | -50.4% |
| 1Y | -61.5% | +77.7% | -139.3% | -70.9% |
| 3Y | +8.2% | +37.6% | -29.5% | -14.8% |
| 5Y | -73.4% | -35.8% | -37.6% | -71.2% |
| All | -50.3% | -21.9% | -28.4% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling